The worst day in Houdinis life certainly was the day that his mother died. By one account, when he got the news (he was performing in Copenhagen, I think), he fainted dead away, and then clearly (pretty clearly to me, at least) became suicidal for a while.

Houdinis grief was extreme. Its clear to me that he again had thoughts that he might become insane. He clearly became sort of suicidal. He wrote again and again to his brother, telling him how much [he] missed his mother. He stopped performing for a while. And in fact, after that his career really changes. His diaries and letters are filled with nothing but sorrow over his mothers death. And it really never ends now until the end of his life.